+780.7%
GOOG vs FHN
+126.8%
+653.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | -2.0% | -5.4% | +3.5% | -0.9% |
| 3M | -5.9% | -1.4% | -4.4% | -5.7% |
| 6M | +8.9% | +9.9% | -1.0% | +6.8% |
| YTD | +7.1% | +3.9% | +3.2% | +6.0% |
| 1Y | +39.7% | +10.6% | +29.1% | +36.2% |
| 3Y | +145.8% | +130.7% | +15.2% | +105.4% |
| 5Y | +138.6% | +88.8% | +49.8% | +98.2% |
| All | +780.7% | +126.8% | +653.9% | +576.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling